+283.8%
CDW vs ALLY
+191.1%
+92.6%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | +3.2% | +3.7% | -0.5% | +1.8% |
| 30D | +9.3% | -2.3% | +11.5% | +10.2% |
| 3M | +9.8% | +3.8% | +6.0% | +8.1% |
| 6M | +23.3% | +9.7% | +13.6% | +18.0% |
| YTD | +13.7% | -1.4% | +15.1% | +13.0% |
| 1Y | -6.5% | +8.2% | -14.7% | -10.6% |
| 3Y | -25.2% | +66.5% | -91.7% | -41.2% |
| 5Y | -19.5% | +1.2% | -20.7% | -26.7% |
| All | +283.8% | +191.1% | +92.6% | +107.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling